+2,141.4%
SAN vs MDY
+2,662.7%
-521.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +1.8% | +0.1% | +1.6% | +1.6% |
| 30D | +2.0% | -1.5% | +3.5% | +3.7% |
| 3M | +19.7% | +0.8% | +19.0% | +19.0% |
| 6M | +30.6% | +7.4% | +23.2% | +21.5% |
| YTD | +28.8% | +15.2% | +13.7% | +11.0% |
| 1Y | +57.8% | +16.5% | +41.2% | +33.8% |
| 3Y | +338.1% | +46.8% | +291.3% | +180.0% |
| 5Y | +384.2% | +46.0% | +338.2% | +210.9% |
| 10Y | +353.2% | +172.1% | +181.1% | +44.5% |
| All | +2,141.4% | +2,662.7% | -521.2% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling